3DCoat imports meshes with groups/polygroups/parts etc as a nested volume but will not export the modified components out as one unified mesh with separate components, each must in turn be separated out from the nested group and exported individually which is a great shame production wise. At least for me that is the case I have had no luck exporting the nested volume.

AbnRanger yes I had attempted to export from the Voxel room after using liveclay to poly reduce on a per layer basis.

For now, you will probably have to right-click each layer and export them as separate files. Then in an external program import them into the scene and do whatever merging/grouping operation you need at that stage.